查询词典 copula

In this paper, the multivariate archimedean copula is used to analyze the asymmetric dependence structure among financial asset returns, whose marginal processes are captured by nonparametric kernel density estimation.

在研究金融资产的组合风险分析中，描述多个金融资产间的相关结构是选择最优组合权重的关键因素之一，如何准确地刻画金融资产间的非对称尾部相关结构，在定量研究组合资产的风险分析中尤其重要。

If there exist a family of copulas, we could construct any bivariate or multivariate distribution functions of given margins by Sklars theorem and these distributions are always very useful for simulation.

如果我们有一族copula，那么根据Sklar定理，可以构造出任何指定边缘分布的二元或多元联合分布函数，而这些分布函数在建模与模拟方面是非常有用的。

Conventionally, a negative dependence structure is not allowed in bivariate poisson models, and it restricts the univariate marginal distributions has to be the same family as the bivariate joint distribution, On the contrary, copulas allow negative dependence structure and marginal distributions and bivariate distributions of different families .

相较之下Copula允许有负相关，且Copula是一个能将双变量的联合分配函数与各自的边际分配连接在一起的函数。

According to the Scalar theorem, if the marginal distribution is continuous, there exists only one joint distribution.

根据Scalar 定理：当边际分布是连续的则它们存在唯一的联合分布函数（Copula 连接函数）。

According to this explanation the copula would here retain its meaning "to be".

根据这一解释，本田将在这里保留它的意思是"能"。

This paper studies the generation and continuation of FGM Copulasbeginning with the methods of constructing Copulas.

本文从Copula的构造方法出发，研究了FGM Copula的生成与拓展。

Theories and applications on Copulas had been widely studied, especially parameter estimation methods.

关于Copula函数的理论和应用已有不同深度的研究，特别是Copula函数中未知参数的估计问题。

To tackle this issue, we construct a goodness-of-fit test for checking the validity of copulas with some specific form.

因此，基于copula函数的经验分布，我们提出了一种用于检验具有某种特定参数结构的copula函数拟合数据优良性的方法，并得到了此检验的渐近性质。

We make progress ofthe theory of generalized FGM Copulas.

所提出的Copula涵盖了文献中许多特殊类型的广义FGM Copula，是它们的推广和综合，取得了广义FGM Copula理论研究的新进展。

Based on the current regulation rules of the Chinese insurance industry and released data,Copula method and Quasi Monte Carlo simulation are applied to estimate the permitted ruin probability.

根据保险业监管的现行法规和产险业的公开数据，使用copula方法和准蒙特卡罗模拟方法探讨我国保监会对产险业的容许破产概率。

But we don't care about Battlegrounds.

但我们并不在乎沙场中的显露。

Ah! don't mention it, the butcher's shop is a horror.

啊！不用提了。提到肉，真是糟透了。